+1,045.4%
ILMN vs VRSN
+99.0%
+946.4%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.1% | -1.4% |
| 7D | +1.2% | +0.1% | +1.2% | +1.2% |
| 30D | +9.2% | -0.2% | +9.3% | +9.2% |
| 3M | +29.8% | -0.3% | +30.1% | +29.2% |
| 6M | +69.2% | +23.0% | +46.2% | +55.9% |
| YTD | +66.4% | +21.3% | +45.0% | +54.0% |
| 1Y | +123.4% | +6.7% | +116.7% | +115.9% |
| 3Y | +33.2% | +45.0% | -11.8% | +14.9% |
| 5Y | -52.0% | +35.0% | -87.0% | -57.5% |
| 10Y | +33.6% | +276.3% | -242.7% | -14.2% |
| All | +1,045.4% | +99.0% | +946.4% | +455.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSN.
Daily Out/Under-Performance
Portfolio return minus VRSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VRSN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling